+636.2%
ADI vs W
+228.8%
+407.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.3% |
| 7D | -6.3% | +1.1% | -7.4% | -6.5% |
| 30D | -3.2% | +6.4% | -9.6% | -4.3% |
| 3M | +2.8% | +9.0% | -6.2% | +0.9% |
| 6M | -5.0% | +69.8% | -74.8% | -14.8% |
| YTD | +46.3% | +12.1% | +34.3% | +39.1% |
| 1Y | +71.6% | 0.0% | +71.6% | +66.0% |
| 3Y | +139.2% | +160.3% | -21.2% | +83.1% |
| 5Y | +136.4% | -53.3% | +189.7% | +110.5% |
| 10Y | +636.2% | +217.0% | +419.3% | +317.3% |
| All | +636.2% | +228.8% | +407.4% | +317.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling